Between Sobolev and Poincaré

By Rafal Latala, K. Oleszkiewicz. 2000

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Let a a ∈ [0, 1] and r ∈ [1, 2] satisfy relation r = 2/(2 − a). Let μ(dx)=c r n exp(-(|x1| r +|x2| r +...+|x n | r ))dx1dx2...dx n be a probability measure on the Euclidean space (R n , ‖ · ‖). We prove that there exists a universal constant C such that for any smooth real function f on R n and any p ∈ [1,2) $$E_\mu f^2 - (E_\mu \left| f \right|^p )^{2/p} \leqslant C(2 - p)^a E_\mu \left\| {\nabla f} \right\|^2$$ . We prove also that if for some probabilistic measure μ on R n the above inequality is satisfied for any p ∈ [1, 2) and any smooth f then for any h : R n → R such that |h(x)-h(y)|≤∥x-y∥ there is E μ |h| < ∞ and $$\mu (h - E_\mu h > \sqrt C \cdot t) \leqslant e^{ - Kt^r }$$ for t > 1, where K > 0 is some universal constant.

Subfields: Applied Mathematics

View Paper: https://www.semanticscholar.org/paper/11c5fb4541180b7c293ca33d5be2139dc76aa5ab

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In Applied Mathematics

  1. Nathael Gozlan
  2. Emanuel Milman
  3. A. V. Kolesnikov
  4. Arnaud Guillin
  5. Patrick Cattiaux
  6. Cyril Roberto
  7. Gábor Lugosi
  8. Franck Barthe

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